Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47627.62 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46232.65 Kr¶

PnL: ---------------------------------------> -655.92 Kr¶

DD now: ---------------------------------> -2.061 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 10:42:58.833015'

Anic Portfolio¶

This Week¶

Return: -0.613 %¶

Total¶

Return: 55.893 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 0.960000 3440.000000 63.000000 1.870000 3377.000000
Boozt 12 0.850000 1711.200000 57.200000 3.460000 1653.999996
Beijer Electronics Group 26 -2.520000 3016.000000 45.000000 1.510000 2971.000006
AcadeMedia 12 -1.780000 596.400000 39.400000 7.070000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.100000 390.500000 35.500000 10.000000 355.000000
Corem Property Group B 59 -1.710000 611.830000 34.830000 6.040000 576.999999
MedCap 2 -0.220000 455.000000 34.000000 8.080000 421.000000
Resurs Holding 22 -0.690000 605.220000 31.220000 5.440000 573.999998
HMS Networks 2 -2.590000 692.400000 19.400000 2.880000 673.000000
Securitas B 6 -0.510000 585.600000 15.600000 2.740000 570.000000
Swedbank A 3 -0.490000 578.250000 14.250000 2.530000 564.000000
OEM International B 7 0.390000 541.100000 13.100000 2.480000 527.999997
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Coor Service Management Hold. 8 -0.150000 541.200000 9.200000 1.730000 532.000000
Nordea Bank Abp 29 0.220000 3462.020000 8.020000 0.230000 3453.999992
Intrum 4 -1.980000 534.600000 7.600000 1.440000 527.000000
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.670000 248.640000 2.640000 1.070000 246.000000
Handelsbanken A 5 -0.500000 545.000000 -1.000000 -0.180000 546.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 -0.180000 559.600000 -14.400000 -2.510000 574.000000
Midsona B 63 -0.990000 568.260000 -14.740000 -2.530000 582.999984
CTEK 13 -1.560000 509.340000 -24.660000 -4.620000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -0.900000 553.000000 -41.570000 -6.990000 594.565215
Vivesto 1368 2.000000 558.140000 -54.860000 -8.950000 612.999432
Sampo Oyj SDB 7 -0.740000 3780.000000 -70.000000 -1.820000 3850.000000
Axfood 13 0.690000 3607.500000 -148.500000 -3.950000 3756.000001
Fasadgruppen Group 35 1.170000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -1.800000 1422.000000 -242.000000 -14.540000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 46224.340000 -664.230000 -2.0781% 46888.564618

Updated:¶

'2023-01-25 10:41:49.955686'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶